Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 0 3 13 164
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 0 4 14 481
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 0 3 11 96
A dynamic factor model of the coincident indicators for the US transportation sector 0 1 1 45 0 5 11 162
A note on the double k-class estimator in simultaneous equations 0 0 0 13 0 2 12 95
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 0 0 8 178
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 1 57 1 6 12 256
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 0 6 12 216
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 0 0 6 506
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 0 211 0 3 14 570
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 1 8 0 8 15 115
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 0 5 20 405
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 0 2 14 277
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 0 4 10 208
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 0 2 8 91
Birthweight and Academic Achievement in Childhood 0 0 0 18 0 2 16 96
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 3 23 1 2 20 41
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 0 3 12 89
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 0 3 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 0 2 5 79
Cycles in the Transportation Sector and the Aggregate Economy 0 0 0 258 1 5 14 1,035
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 1 2 44 0 5 20 117
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 0 3 111 1 8 27 274
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 1 6 293
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 0 10 13 85
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 2 432 2 4 12 1,563
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 2 2 4 43 2 4 15 165
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 0 3 14 261
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 3 9 95
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 0 1 7 74
Examining the Education Gradient in Chronic Illness 0 0 1 19 1 4 8 89
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 0 3 8 62
Forecasting Binary Outcomes 0 0 0 165 0 3 18 323
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 1 82 0 2 17 274
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 0 2 19 250
Getting the ROC into Sync 0 0 0 21 0 2 9 54
Health Inequality and Its Determinants in New York 0 0 0 23 0 3 9 126
Health Inequality and Its Determinants in New York 0 0 0 75 2 6 20 328
Heterogeneous Expectations among Professional Forecasters 0 0 1 5 0 4 35 44
Heterogeneous expectations among professional forecasters 0 0 0 5 0 4 13 23
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 0 0 10 205
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 48 0 1 12 225
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 0 3 11 206
Inefficiency in Social Security Trust Funds Forecasts 0 0 2 12 0 1 13 32
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 1 3 58
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 0 76 1 2 14 249
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 1 1 9 94
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 0 2 9 178
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 26 0 0 16 128
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 0 0 8 131
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 1 62 0 2 18 233
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 2 113 0 5 19 468
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 18 1 2 10 33
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 0 4 35 66
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 0 3 48 162
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 0 4 15 203
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 9 19 742
Nowcasting US GDP: The role of ISM Business Surveys 0 0 3 168 0 9 31 533
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 0 36 2 4 10 107
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 2 45 1 4 22 178
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 0 2 14 27
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 0 6 11 121
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 0 1 6 80
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 0 1 8 67
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 0 0 10 309
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 0 1 6 56
The Nordhaus Test with Many Zeros 0 0 0 7 0 1 13 38
The Nordhaus Test with Many Zeros 0 0 0 11 0 1 7 42
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 0 1 11 102
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 0 0 7 94
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 4 8 393
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 0 2 7 113
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 0 1 5 23
Total Working Papers 2 4 34 4,131 17 217 974 15,435


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 0 3 14 793
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 2 4 56
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 1 2 10 32
A Macroeconometric Model for Developing Countries 0 1 3 96 2 4 13 232
A Note on "Selection of Regressors." 0 0 0 22 0 2 9 68
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 1 4 8 154
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 1 2 12 516
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 0 3 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 0 5 13 227
A further analysis of the conference board’s new Leading Economic Index 1 1 1 24 1 3 9 105
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 2 5 52
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 1 2 15 340
A new framework for analyzing survey forecasts using three-dimensional panel data 0 0 3 301 0 1 13 709
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 0 3 9 48
A note on a theorem by Professor Chow 0 0 0 8 0 1 2 46
A note on the double k-class estimator in simultaneous equations 0 0 0 26 0 4 10 125
A tale of two recession-derivative indicators 0 0 0 0 0 2 15 21
Advances in Applied Econometrics 0 0 0 1 0 0 2 24
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 1 6 0 1 6 21
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 1 4 11 374
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 1 5 135
An econometric study on the dynamics of urban spatial structure 0 0 0 27 0 0 8 112
Analysis of Panel Data 0 0 0 18 0 3 14 95
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 0 1 10 22
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 0 2 8 37
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 0 1 8 48
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 0 4 10 60
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 0 157 0 4 20 570
Bayesian forecasting in economics 0 0 0 42 0 2 6 98
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 1 4 64
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 1 4 9 407
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 0 3 16 0 7 27 62
Comment 0 0 0 0 0 2 4 24
Comment 0 0 0 0 0 2 7 7
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 0 2 6 34
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 2 13 0 3 14 69
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 0 2 12 35
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 1 2 27 1 8 19 104
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 0 3 7 43
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 1 1 39 0 1 4 104
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 1 3 11 176
Economic indicators for the US transportation sector 0 0 1 29 0 3 16 188
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 1 1 2 11 1 4 20 95
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 2 5 16
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 0 2 8 17
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 1 94 0 1 4 217
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 0 0 4 180
Evolution of forecast disagreement in a Bayesian learning model 1 2 2 124 1 3 21 434
Exact sampling distribution of the omitted variable estimator 0 0 0 8 0 0 4 55
Examining the education gradient in chronic illness 0 0 0 1 0 4 11 36
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 0 2 7 55
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 0 0 12 76
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 1 8 89
Getting the ROC into Sync 0 0 0 6 0 3 6 25
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 1 1 94
How far ahead can we forecast? Evidence from cross-country surveys 0 0 2 111 1 8 20 399
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 118 0 3 15 438
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 0 4 13
Inefficiency in social security trust funds forecasts 0 0 2 3 0 2 8 16
Inflation expectations in India: Learning from household tendency surveys 0 1 6 43 2 7 23 132
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 0 2 4 157
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 1 143 0 1 12 774
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 0 1 11 290
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 1 5 1 3 9 45
Introduction 0 0 0 5 0 4 11 60
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 0 2 8 103
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 0 2 99
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 0 2 8 186
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 1 145 0 1 5 289
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 0 1 8 461
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 57 0 0 11 221
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 0 0 6 82
Measuring forecast uncertainty by disagreement: The missing link 0 0 2 132 1 4 33 522
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 1 2 7 40
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 1 2 13 404
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 0 3 9 16
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 0 2 6 71
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 1 7 59
Nowcasting US GDP: The role of ISM business surveys 0 0 0 68 2 9 27 316
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 0 0 4 81
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 0 0 5 486
On the Estimation of Triangular Structural Systems 0 0 0 104 1 2 16 337
On the constancy of real interest rates 0 0 0 12 0 0 3 36
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 2 6 71
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 0 0 7 139
On the normality of probability distributions of inflation and GNP forecasts 0 1 1 43 1 4 11 161
Online learning and forecast combination in unbalanced panels 0 0 1 5 0 1 11 43
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 2 6 127
Predicting binary outcomes based on the pair-copula construction 0 1 2 3 0 4 17 27
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 0 1 7 56
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 0 0 6 29
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 2 2 26 0 6 11 88
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 1 4 1 9 20 36
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 0 3 6 11
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 0 6 0 5 9 36
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 0 2 76
Rational expectations and the short-run Phillips curves 0 0 0 13 0 0 3 44
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 0 1 20 36
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 0 2 7 68
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 1 16 0 2 15 89
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 1 5 103
Subjective Probability Forecasts for Recessions 0 0 0 12 1 2 7 61
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 0 1 9 44
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 2 6 124
Testing for normality in a probit model with double selection 0 0 0 74 1 2 11 196
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 2 5 67
Testing the value of probability forecasts for calibrated combining 0 0 0 3 0 1 7 36
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 0 0 4 150
The Nordhaus test with many zeros 0 0 1 4 0 0 9 41
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 0 2 22 497
The predictive power of an experimental transportation output index 0 0 0 27 0 2 7 180
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 0 0 5 101
The yield spread puzzle and the information content of SPF forecasts 0 1 1 26 1 4 16 118
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 0 2 9 46
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 0 2 5 629
Total Journal Articles 3 13 49 3,940 28 256 1,110 17,659


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 2 0 5 13 17
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 0 2 20 22
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 0 2 8 8
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 1 3 8 12
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 0 0 5 5
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 0 1 3 7
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 0 2 9 17
Forecasting Binary Outcomes 0 0 2 94 0 1 30 377
Introduction 0 0 0 0 0 0 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 0 2 4 0 4 35 42
Total Chapters 0 0 5 104 1 20 134 510


Statistics updated 2026-07-10